+90.3%
ZETA vs CLX
-6.5%
+96.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.4% |
| 7D | -5.0% | +14.2% | -19.2% | -5.3% |
| 30D | -3.3% | +22.7% | -26.0% | -3.9% |
| 3M | +31.0% | -2.8% | +33.8% | +31.5% |
| 6M | +72.2% | +17.7% | +54.5% | +75.8% |
| YTD | +56.2% | +3.3% | +52.8% | +49.6% |
| 1Y | +90.3% | -5.6% | +95.9% | +88.8% |
| All | +90.3% | -6.5% | +96.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling